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      <li class="navelem"><b>models</b>      </li>
      <li class="navelem"><b>PIDESolver</b>      </li>
      <li class="navelem"><a class="el" href="classmodels_1_1PIDESolver_1_1PIDESolver.html">PIDESolver</a>      </li>
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<a href="#pub-methods">Public Member Functions</a>  </div>
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<div class="title">models::PIDESolver::PIDESolver Class Reference</div>  </div>
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<!-- doxytag: class="models::PIDESolver::PIDESolver" --><!-- doxytag: inherits="DynamicSolverBase::DynamicSolverBase" -->
<p>Inherits DynamicSolverBase.</p>

<p><a href="classmodels_1_1PIDESolver_1_1PIDESolver-members.html">List of all members.</a></p>
<table class="memberdecls">
<tr><td colspan="2"><h2><a name="pub-methods"></a>
Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top">def&#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="classmodels_1_1PIDESolver_1_1PIDESolver.html#a7c92c850cce6b54f136cebd13dc1278c">__init__</a></td></tr>
<tr><td class="memItemLeft" align="right" valign="top">def&#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="classmodels_1_1PIDESolver_1_1PIDESolver.html#a3f3adf7d1809f39e955b1116d9b0f46f">get_mesh</a></td></tr>
<tr><td class="memItemLeft" align="right" valign="top">def&#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="classmodels_1_1PIDESolver_1_1PIDESolver.html#ade8323ca5043d3a36db26a326a6d4ddb">get_pival</a></td></tr>
<tr><td class="memItemLeft" align="right" valign="top">def&#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="classmodels_1_1PIDESolver_1_1PIDESolver.html#ae0e9b2b019a059adcec8d4f1f3d6efd6">get_sfunc</a></td></tr>
<tr><td class="memItemLeft" align="right" valign="top">def&#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="classmodels_1_1PIDESolver_1_1PIDESolver.html#ae0e9b2b019a059adcec8d4f1f3d6efd6">get_sfunc</a></td></tr>
<tr><td class="memItemLeft" align="right" valign="top">def&#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="classmodels_1_1PIDESolver_1_1PIDESolver.html#ad9d445ee6ead56ecd523e1b72acd5b32">set_kernel</a></td></tr>
<tr><td class="memItemLeft" align="right" valign="top">def&#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="classmodels_1_1PIDESolver_1_1PIDESolver.html#a33859a61685d50f5d248e2a9c5385293">set_pide_cos</a></td></tr>
<tr><td class="memItemLeft" align="right" valign="top">def&#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="classmodels_1_1PIDESolver_1_1PIDESolver.html#a4ed346d9f58a74adf0998295d74cf07a">set_sfunc_and_quads</a></td></tr>
<tr><td class="memItemLeft" align="right" valign="top">def&#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="classmodels_1_1PIDESolver_1_1PIDESolver.html#ad992434b73b106f7f9f1b5999403d9b1">solve</a></td></tr>
</table>
<hr/><a name="details" id="details"></a><h2>Detailed Description</h2>
<div class="textblock"><div class="fragment"><pre class="fragment">
Integro-partial differential equations solver.
Finite elements P1 and P2 lagrange.
</pre></div> 
<p>Definition at line <a class="el" href="PIDESolver_8py_source.html#l00038">38</a> of file <a class="el" href="PIDESolver_8py_source.html">PIDESolver.py</a>.</p>
</div><hr/><h2>Constructor &amp; Destructor Documentation</h2>
<a class="anchor" id="a7c92c850cce6b54f136cebd13dc1278c"></a><!-- doxytag: member="models::PIDESolver::PIDESolver::__init__" ref="a7c92c850cce6b54f136cebd13dc1278c" args="" -->
<div class="memitem">
<div class="memproto">
      <table class="memname">
        <tr>
          <td class="memname">def models::PIDESolver::PIDESolver::__init__ </td>
          <td>(</td>
          <td class="paramtype">&#160;</td>
          <td class="paramname"><em>self</em>, </td>
        </tr>
        <tr>
          <td class="paramkey"></td>
          <td></td>
          <td class="paramtype">&#160;</td>
          <td class="paramname"><em>nsegs</em>, </td>
        </tr>
        <tr>
          <td class="paramkey"></td>
          <td></td>
          <td class="paramtype">&#160;</td>
          <td class="paramname"><em>xleft</em>, </td>
        </tr>
        <tr>
          <td class="paramkey"></td>
          <td></td>
          <td class="paramtype">&#160;</td>
          <td class="paramname"><em>xright</em>&#160;</td>
        </tr>
        <tr>
          <td></td>
          <td>)</td>
          <td></td><td></td>
        </tr>
      </table>
</div>
<div class="memdoc">
<div class="fragment"><pre class="fragment">
Use the matrices assemble by the static engine to call
the time stepper.
</pre></div> 
<p>Definition at line <a class="el" href="PIDESolver_8py_source.html#l00047">47</a> of file <a class="el" href="PIDESolver_8py_source.html">PIDESolver.py</a>.</p>

<p>References <a class="el" href="PIDESolver_8py_source.html#l00102">__assemble_boperators()</a>, <a class="el" href="PIDESolver_8py_source.html#l00058">__assemble_matrices()</a>, <a class="el" href="DynamicSolverBase_8py_source.html#l00078">models::DynamicSolverBase::DynamicSolverBase::get_ivalf()</a>, <a class="el" href="DynamicSolverBase_8py_source.html#l00092">models::DynamicSolverBase::DynamicSolverBase::get_lbc()</a>, <a class="el" href="DynamicSolverBase_8py_source.html#l00097">models::DynamicSolverBase::DynamicSolverBase::get_load()</a>, <a class="el" href="Poisson2DFiniteDifference_8py_source.html#l00128">models::Poisson2DFiniteDifference::Poisson2DFiniteDifference::get_load()</a>, <a class="el" href="DynamicSolverBase_8py_source.html#l00102">models::DynamicSolverBase::DynamicSolverBase::get_rbc()</a>, <a class="el" href="CDRSolver_8py_source.html#l00131">models::CDRSolver::CDRSolver::get_sfunc()</a>, <a class="el" href="PIDESolver_8py_source.html#l00197">get_sfunc()</a>, <a class="el" href="DynamicSolverBase_8py_source.html#l00107">models::DynamicSolverBase::DynamicSolverBase::get_tstepper()</a>, <a class="el" href="PIDESolver_8py_source.html#l00050">m_pide</a>, <a class="el" href="PIDESolver_8py_source.html#l00050">m_pival</a>, and <a class="el" href="CDRSolver_8py_source.html#l00159">models::CDRSolver::CDRSolver::m_pival</a>.</p>

</div>
</div>
<hr/><h2>Member Function Documentation</h2>
<a class="anchor" id="a3f3adf7d1809f39e955b1116d9b0f46f"></a><!-- doxytag: member="models::PIDESolver::PIDESolver::get_mesh" ref="a3f3adf7d1809f39e955b1116d9b0f46f" args="" -->
<div class="memitem">
<div class="memproto">
      <table class="memname">
        <tr>
          <td class="memname">def models::PIDESolver::PIDESolver::get_mesh </td>
          <td>(</td>
          <td class="paramtype">&#160;</td>
          <td class="paramname"><em>self</em></td><td>)</td>
          <td></td>
        </tr>
      </table>
</div>
<div class="memdoc">
<div class="fragment"><pre class="fragment">Return the grid used for simulation.  </pre></div> 
<p>Definition at line <a class="el" href="PIDESolver_8py_source.html#l00192">192</a> of file <a class="el" href="PIDESolver_8py_source.html">PIDESolver.py</a>.</p>

<p>Referenced by <a class="el" href="PIDEStatic1D_8py_source.html#l00018">models::PIDEStatic1D::PIDEStatic1D::__init__()</a>, <a class="el" href="GBMSolverAdaptor_8py_source.html#l00194">models::GBMSolverAdaptor::GBMSolverAdaptor::get_price_history()</a>, and <a class="el" href="GBMSolverAdaptor_8py_source.html#l00095">models::GBMSolverAdaptor::GBMSolverAdaptor::set_option_cos()</a>.</p>

</div>
</div>
<a class="anchor" id="ade8323ca5043d3a36db26a326a6d4ddb"></a><!-- doxytag: member="models::PIDESolver::PIDESolver::get_pival" ref="ade8323ca5043d3a36db26a326a6d4ddb" args="" -->
<div class="memitem">
<div class="memproto">
      <table class="memname">
        <tr>
          <td class="memname">def models::PIDESolver::PIDESolver::get_pival </td>
          <td>(</td>
          <td class="paramtype">&#160;</td>
          <td class="paramname"><em>self</em></td><td>)</td>
          <td></td>
        </tr>
      </table>
</div>
<div class="memdoc">
<div class="fragment"><pre class="fragment">Initial value projected in the finite element space.  </pre></div> 
<p>Definition at line <a class="el" href="PIDESolver_8py_source.html#l00207">207</a> of file <a class="el" href="PIDESolver_8py_source.html">PIDESolver.py</a>.</p>

<p>References <a class="el" href="PIDESolver_8py_source.html#l00050">m_pival</a>, and <a class="el" href="CDRSolver_8py_source.html#l00159">models::CDRSolver::CDRSolver::m_pival</a>.</p>

<p>Referenced by <a class="el" href="NumericalOptionGBM_8py_source.html#l00058">models::NumericalOptionGBM::NumericalOptionGBM::set_contract_type()</a>.</p>

</div>
</div>
<a class="anchor" id="ae0e9b2b019a059adcec8d4f1f3d6efd6"></a><!-- doxytag: member="models::PIDESolver::PIDESolver::get_sfunc" ref="ae0e9b2b019a059adcec8d4f1f3d6efd6" args="" -->
<div class="memitem">
<div class="memproto">
      <table class="memname">
        <tr>
          <td class="memname">def models::PIDESolver::PIDESolver::get_sfunc </td>
          <td>(</td>
          <td class="paramtype">&#160;</td>
          <td class="paramname"><em>self</em></td><td>)</td>
          <td></td>
        </tr>
      </table>
</div>
<div class="memdoc">
<div class="fragment"><pre class="fragment">Shape functions defining the finite element space. </pre></div> 
<p>Definition at line <a class="el" href="PIDESolver_8py_source.html#l00197">197</a> of file <a class="el" href="PIDESolver_8py_source.html">PIDESolver.py</a>.</p>

<p>Referenced by <a class="el" href="PIDEStatic1D_8py_source.html#l00018">models::PIDEStatic1D::PIDEStatic1D::__init__()</a>, <a class="el" href="PIDESolver_8py_source.html#l00047">__init__()</a>, <a class="el" href="GBMSolverAdaptor_8py_source.html#l00194">models::GBMSolverAdaptor::GBMSolverAdaptor::get_price_history()</a>, <a class="el" href="PIDESolver_8py_source.html#l00202">get_sfunc()</a>, <a class="el" href="GBMSolverAdaptor_8py_source.html#l00095">models::GBMSolverAdaptor::GBMSolverAdaptor::set_option_cos()</a>, and <a class="el" href="PIDEStatic1D_8py_source.html#l00211">models::PIDEStatic1D::PIDEStatic1D::solve()</a>.</p>

</div>
</div>
<a class="anchor" id="ae0e9b2b019a059adcec8d4f1f3d6efd6"></a><!-- doxytag: member="models::PIDESolver::PIDESolver::get_sfunc" ref="ae0e9b2b019a059adcec8d4f1f3d6efd6" args="" -->
<div class="memitem">
<div class="memproto">
      <table class="memname">
        <tr>
          <td class="memname">def models::PIDESolver::PIDESolver::get_sfunc </td>
          <td>(</td>
          <td class="paramtype">&#160;</td>
          <td class="paramname"><em>self</em></td><td>)</td>
          <td></td>
        </tr>
      </table>
</div>
<div class="memdoc">
<div class="fragment"><pre class="fragment">Shape functions defining the finite element space. </pre></div> 
<p>Definition at line <a class="el" href="PIDESolver_8py_source.html#l00202">202</a> of file <a class="el" href="PIDESolver_8py_source.html">PIDESolver.py</a>.</p>

<p>References <a class="el" href="PIDESolver_8py_source.html#l00197">get_sfunc()</a>.</p>

<p>Referenced by <a class="el" href="PIDEStatic1D_8py_source.html#l00018">models::PIDEStatic1D::PIDEStatic1D::__init__()</a>, <a class="el" href="GBMSolverAdaptor_8py_source.html#l00194">models::GBMSolverAdaptor::GBMSolverAdaptor::get_price_history()</a>, <a class="el" href="GBMSolverAdaptor_8py_source.html#l00095">models::GBMSolverAdaptor::GBMSolverAdaptor::set_option_cos()</a>, and <a class="el" href="PIDEStatic1D_8py_source.html#l00211">models::PIDEStatic1D::PIDEStatic1D::solve()</a>.</p>

</div>
</div>
<a class="anchor" id="ad9d445ee6ead56ecd523e1b72acd5b32"></a><!-- doxytag: member="models::PIDESolver::PIDESolver::set_kernel" ref="ad9d445ee6ead56ecd523e1b72acd5b32" args="" -->
<div class="memitem">
<div class="memproto">
      <table class="memname">
        <tr>
          <td class="memname">def models::PIDESolver::PIDESolver::set_kernel </td>
          <td>(</td>
          <td class="paramtype">&#160;</td>
          <td class="paramname"><em>self</em>, </td>
        </tr>
        <tr>
          <td class="paramkey"></td>
          <td></td>
          <td class="paramtype">&#160;</td>
          <td class="paramname"><em>kernel</em>&#160;</td>
        </tr>
        <tr>
          <td></td>
          <td>)</td>
          <td></td><td></td>
        </tr>
      </table>
</div>
<div class="memdoc">
<div class="fragment"><pre class="fragment">Kernel defining the integral part of the equation. </pre></div> 
<p>Definition at line <a class="el" href="PIDESolver_8py_source.html#l00212">212</a> of file <a class="el" href="PIDESolver_8py_source.html">PIDESolver.py</a>.</p>

</div>
</div>
<a class="anchor" id="a33859a61685d50f5d248e2a9c5385293"></a><!-- doxytag: member="models::PIDESolver::PIDESolver::set_pide_cos" ref="a33859a61685d50f5d248e2a9c5385293" args="" -->
<div class="memitem">
<div class="memproto">
      <table class="memname">
        <tr>
          <td class="memname">def models::PIDESolver::PIDESolver::set_pide_cos </td>
          <td>(</td>
          <td class="paramtype">&#160;</td>
          <td class="paramname"><em>self</em>, </td>
        </tr>
        <tr>
          <td class="paramkey"></td>
          <td></td>
          <td class="paramtype">&#160;</td>
          <td class="paramname"><em>diff</em>, </td>
        </tr>
        <tr>
          <td class="paramkey"></td>
          <td></td>
          <td class="paramtype">&#160;</td>
          <td class="paramname"><em>conv</em>, </td>
        </tr>
        <tr>
          <td class="paramkey"></td>
          <td></td>
          <td class="paramtype">&#160;</td>
          <td class="paramname"><em>reac</em>, </td>
        </tr>
        <tr>
          <td class="paramkey"></td>
          <td></td>
          <td class="paramtype">&#160;</td>
          <td class="paramname"><em>jump</em>&#160;</td>
        </tr>
        <tr>
          <td></td>
          <td>)</td>
          <td></td><td></td>
        </tr>
      </table>
</div>
<div class="memdoc">
<div class="fragment"><pre class="fragment">Diffusion convection reaction jump </pre></div> 
<p>Definition at line <a class="el" href="PIDESolver_8py_source.html#l00217">217</a> of file <a class="el" href="PIDESolver_8py_source.html">PIDESolver.py</a>.</p>

</div>
</div>
<a class="anchor" id="a4ed346d9f58a74adf0998295d74cf07a"></a><!-- doxytag: member="models::PIDESolver::PIDESolver::set_sfunc_and_quads" ref="a4ed346d9f58a74adf0998295d74cf07a" args="" -->
<div class="memitem">
<div class="memproto">
      <table class="memname">
        <tr>
          <td class="memname">def models::PIDESolver::PIDESolver::set_sfunc_and_quads </td>
          <td>(</td>
          <td class="paramtype">&#160;</td>
          <td class="paramname"><em>self</em>, </td>
        </tr>
        <tr>
          <td class="paramkey"></td>
          <td></td>
          <td class="paramtype">&#160;</td>
          <td class="paramname"><em>shfunts</em>, </td>
        </tr>
        <tr>
          <td class="paramkey"></td>
          <td></td>
          <td class="paramtype">&#160;</td>
          <td class="paramname"><em>quad</em>&#160;</td>
        </tr>
        <tr>
          <td></td>
          <td>)</td>
          <td></td><td></td>
        </tr>
      </table>
</div>
<div class="memdoc">
<div class="fragment"><pre class="fragment">Shape functions and quadrature formulas. </pre></div> 
<p>Definition at line <a class="el" href="PIDESolver_8py_source.html#l00222">222</a> of file <a class="el" href="PIDESolver_8py_source.html">PIDESolver.py</a>.</p>

<p>Referenced by <a class="el" href="NumericalOptionGBM_8py_source.html#l00058">models::NumericalOptionGBM::NumericalOptionGBM::set_contract_type()</a>.</p>

</div>
</div>
<a class="anchor" id="ad992434b73b106f7f9f1b5999403d9b1"></a><!-- doxytag: member="models::PIDESolver::PIDESolver::solve" ref="ad992434b73b106f7f9f1b5999403d9b1" args="" -->
<div class="memitem">
<div class="memproto">
      <table class="memname">
        <tr>
          <td class="memname">def models::PIDESolver::PIDESolver::solve </td>
          <td>(</td>
          <td class="paramtype">&#160;</td>
          <td class="paramname"><em>self</em></td><td>)</td>
          <td></td>
        </tr>
      </table>
</div>
<div class="memdoc">
<div class="fragment"><pre class="fragment">Call time stepping engine and post processes resutls. </pre></div> 
<p>Definition at line <a class="el" href="PIDESolver_8py_source.html#l00227">227</a> of file <a class="el" href="PIDESolver_8py_source.html">PIDESolver.py</a>.</p>

<p>References <a class="el" href="PIDESolver_8py_source.html#l00151">__proj_ival()</a>, <a class="el" href="PIDESolver_8py_source.html#l00142">__ready2simulate()</a>, <a class="el" href="CDRSolver_8py_source.html#l00097">models::CDRSolver::CDRSolver::_time_step()</a>, and <a class="el" href="PIDESolver_8py_source.html#l00158">_time_step()</a>.</p>

<p>Referenced by <a class="el" href="NumericalOptionGBM_8py_source.html#l00058">models::NumericalOptionGBM::NumericalOptionGBM::set_contract_type()</a>.</p>

</div>
</div>
<hr/>The documentation for this class was generated from the following file:<ul>
<li><a class="el" href="PIDESolver_8py_source.html">PIDESolver.py</a></li>
</ul>
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